sqrtm {rggm}R Documentation

Squared root matrix of a given symmetric matrix

Description

Comupting the squared root matrix of a symmetric matrix based on the eigenvalue decomposition.

Usage

sqrtm(m)

Arguments

m A positive definite matrix

Value

A symmetrix matrix with dimesion dim(m).

Author(s)

Masashi Miyamura

Examples

m <- matrix(c(1.0, 0.8, 0.3,
              0.8, 1.0, 0.1,
              0.3, 0.1, 1.0),
            3, 3)
sqrtm(m) %*% sqrtm(m) # identical to m

[Package rggm version 1.0.1 Index]